The likelihood ratio test for a separable covariance matrix
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Publication:2485558
DOI10.1016/J.SPL.2005.04.020zbMath1071.62052OpenAlexW2066620825MaRDI QIDQ2485558
Publication date: 5 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.020
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Uses Software
Cites Work
- Spatial Correlation Analysis of Uniformity Data
- Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures
- An asymptotic test for separability of a spatial autoregressive model
- The mle algorithm for the matrix normal distribution
- Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
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